INTERNATIONAL PRODUCTS

CURRENT PRODUCTS PREVIOUS PRODUCTS
PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
Marex 75-60 Memory Income Autocall USD Jul 2024
ISIN: XS2748056095
STRIKE DATE: 11/07/2024
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Marex
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Nikkei 22542,224.020061077.9
Eurostoxx 504,976.13006231.54
SMI12,255.780014967.73
Russell 20002,125.03702729.887

STRIKE DATE 11/07/2024
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Memory Income Autocall Autocall Opportunities: Semi-Annually (First Observation at 12 months) Autocall Trigger: 100% of initial level Memory Income Rate: USD: 3.70% Semi-Annual (7.40% p.a.) Income Trigger: 75% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 7.40% p.a.
ISIN XS2748056095
NEXT POTENTIAL MATURITY DATE 12/01/2026

EXPAND CLOSE
Citi Semi-Annual Classic Autocall GBP JUL 2024 – Factsheet upon request
ISIN: XS2814640780
STRIKE DATE: 01/07/2024
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: CONTACT

COUNTERPARTY Citigroup Global Markets Funding Luxembourg
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 504,929.99006231.54
FTSE MIB33,716.540050505.87
Nikkei 22539,631.060061077.9
S&P 5005,475.09007353.73

STRIKE DATE 01/07/2024
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Classic Autocall Autocall Opportunities: Semi-Annual (First Observation at 12 months) Autocall Trigger: 100% of initial level Coupon Rate: GBP: 5.525% Semi-Annually (11.05% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 11.05% p.a.
ISIN XS2814640780
NEXT POTENTIAL MATURITY DATE 01/07/2025

EXPAND CLOSE
UBS Triple Index Classic Autocall Jun 2024 USD
ISIN: XS2807331058
STRIKE DATE: 07/06/2024
INDICATIVE PRICE: 128.94%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY UBS
TYPE Note
CURRENCY USD
CURRENT PRICE 128.94% (as at 06/11/2026 09:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Nikkei 22538,683.930061077.9
Eurostoxx 505,051.31006231.54
S&P 5005,346.99007353.73

STRIKE DATE 07/06/2024
RETURN & BARRIERS
Maximum Term: 5 years Investment Structure: Classic Autocall Autocall Opportunities: Annual (First Observation at 36 months) Autocall Trigger: 100% of initial level Coupon Rate: USD: 13.30% Annually Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS2807331058
NEXT POTENTIAL MATURITY DATE 07/06/2027

EXPAND CLOSE
UBS Triple Index Reducing Autocall Jun 2024 USD
ISIN: XS2806465717
STRIKE DATE: 07/06/2024
INDICATIVE PRICE: 119.25%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY UBS
TYPE Note
CURRENCY USD
CURRENT PRICE 119.25% (as at 06/11/2026 09:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Nikkei 22538,683.930061077.9
Eurostoxx 505,051.31006231.54
S&P 5005,346.99007353.73

STRIKE DATE 07/06/2024
RETURN & BARRIERS
Maximum Term: 5 years Investment Structure: Reducing Autocall Autocall Opportunities: Annual (First Observation at 36 months) Autocall Trigger: 90% of initial level (reducing by 5% p.a.) Coupon Rate: USD: 9.15% Annually Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS2806465717
NEXT POTENTIAL MATURITY DATE 07/06/2027

EXPAND CLOSE
BBVA Developed Markets Semi-Annual Classic Autocall Jun 2024 USD
ISIN: XS2760247796
STRIKE DATE: 06/06/2024
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: CONTACT

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI12,241.250014967.73
Eurostoxx 505,069.09006231.54
Nikkei 22538,703.510061077.9
S&P 5005,352.96007353.73

STRIKE DATE 06/06/2024
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Classic Autocall Autocall Opportunities: Semi-Annual (First Observation at 12 months) Autocall Trigger: 100% of initial level Coupon Rate: USD: 7.00% Semi-Annually (14.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 14.00% p.a.
ISIN XS2760247796
NEXT POTENTIAL MATURITY DATE 08/12/2025

    EXPAND CLOSE
    UBS 75-60 Memory Income Autocall June 2024 GBP
    ISIN: XS2812385826
    STRIKE DATE: 05/06/2024
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY UBS
    TYPE Note
    CURRENCY GBP
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Eurostoxx 505,035.66006231.54
    FTSE 1008,246.950010782.66
    Nikkei 22538,490.170061077.9
    Russell 20002,063.87302729.887

    STRIKE DATE 05/06/2024
    RETURN & BARRIERS
    Maximum Term: 6 years Investment Structure: Memory Income Autocall Autocall Opportunities: Quarterly (First Observation at 18 months) Autocall Trigger: 100% of initial level Memory Income Rate: GBP: 1.725% Quarterly (6.90% p.a.) Income Trigger: 75% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
    P.A. RETURN 6.90% p.a.
    ISIN XS2812385826
    NEXT POTENTIAL MATURITY DATE 05/12/2025

    EXPAND CLOSE
    UBS 75-60 Memory Income Autocall June 2024 USD
    ISIN: XS2812385743
    STRIKE DATE: 05/06/2024
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY UBS
    TYPE Note
    CURRENCY USD
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Eurostoxx 505,035.66006231.54
    FTSE 1008,246.950010782.66
    Nikkei 22538,490.170061077.9
    Russell 20002,063.87302729.887

    STRIKE DATE 05/06/2024
    RETURN & BARRIERS
    Maximum Term: 6 years Investment Structure: Memory Income Autocall Autocall Opportunities: Quarterly (First Observation at 18 months) Autocall Trigger: 100% of initial level Memory Income Rate: USD: 1.925% Quarterly (7.70% p.a.) Income Trigger: 75% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
    P.A. RETURN 7.70% p.a.
    ISIN XS2812385743
    NEXT POTENTIAL MATURITY DATE 05/12/2025

    EXPAND CLOSE
    Marex Fixed Income Geared Put June 2024 USD
    ISIN: XS2748050130
    STRIKE DATE: 03/06/2024
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: CONTACT

    COUNTERPARTY Marex
    TYPE Note
    CURRENCY USD
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Adobe Inc439.0200246.44
    Nvidia Corporation115.0000181.6
    Meta Platform Inc477.4900605.08
    Netflix633.790065.56

    STRIKE DATE 03/06/2024
    RETURN & BARRIERS
    Maximum Term: 3 years Investment Structure: Fixed Income Fixed Income Rate: EUR: 10.332% p.a. (Paid Quarterly) Capital Risk: Not capital protected Capital Protection Barrier: 70% Geared put strike
    P.A. RETURN 10.332% p.a.
    ISIN XS2748050130
    NEXT POTENTIAL MATURITY DATE 03/12/2024

      EXPAND CLOSE
      SocGen Banks Early Low Hurdle Autocall June 2024 USD
      ISIN: XS2813989113
      STRIKE DATE: 31/05/2024
      INDICATIVE PRICE: Not available
      STATUS: Matured
      FACTSHEET: CONTACT

      COUNTERPARTY SocGen
      TYPE Note
      CURRENCY USD
      CURRENT PRICE Not available

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      BNP Paribas SA67.700091.94
      Deutsche Bank AG15.226032.585
      BBVA9.940022.9
      UniCredit SpA36.385077.18

      STRIKE DATE 31/05/2024
      RETURN & BARRIERS
      Maximum Term: 4 years Investment Structure: Defensive Autocall Autocall Opportunities: Quarterly (First Observation at 6 months) Autocall Trigger: 95% of initial level with 75% Glider at month 12 Coupon Rate: USD: 5.00% Quarterly (20.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
      P.A. RETURN 20.00% p.a.
      ISIN XS2813989113
      NEXT POTENTIAL MATURITY DATE 28/02/2025

        EXPAND CLOSE
        Barclays European Banks 1 Year Fixed Income May 2024 EUR
        ISIN: XS2772419276
        STRIKE DATE: 31/05/2024
        INDICATIVE PRICE: Not available
        STATUS: Matured
        FACTSHEET: DOWNLOAD

        COUNTERPARTY Barclays
        TYPE Note
        CURRENCY EUR
        CURRENT PRICE Not available

        UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
        Commerzbank AG15.540038.73
        UniCredit SpA36.385077.18
        BBVA9.940022.9

        STRIKE DATE 31/05/2024
        RETURN & BARRIERS
        Maximum Term: 1 years Investment Structure: Fixed Income Fixed Income Rate: EUR: 6.25% p.a. (Paid Quarterly) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
        P.A. RETURN 6.25% p.a.
        ISIN XS2772419276
        NEXT POTENTIAL MATURITY DATE 02/06/2025

        EXPAND CLOSE
        UBS 75-60 Memory Income Autocall May 2024 USD
        ISIN: XS2809257996
        STRIKE DATE: 31/05/2024
        INDICATIVE PRICE: Not available
        STATUS: Matured
        FACTSHEET: DOWNLOAD

        COUNTERPARTY UBS
        TYPE Note
        CURRENCY USD
        CURRENT PRICE Not available

        UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
        Eurostoxx 504,983.67006231.54
        FTSE 1008,275.380010782.66
        S&P/ASX 2007,701.73909065.067
        S&P 5005,277.51007353.73

        STRIKE DATE 31/05/2024
        RETURN & BARRIERS
        Maximum Term: 6 years Investment Structure: Memory Income Autocall Autocall Opportunities: Quarterly (First Observation at 18 months) Autocall Trigger: 100% of initial level Memory Income Rate: USD: 1.625% Quarterly (6.50% p.a.) Income Trigger: 75% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
        P.A. RETURN 6.50% p.a.
        ISIN XS2809257996
        NEXT POTENTIAL MATURITY DATE 01/12/2025

        EXPAND CLOSE
        BBVA Semi-Annual Classic Autocall GBP JUL 2024
        ISIN: XS2760231014
        STRIKE DATE: 01/07/2024
        INDICATIVE PRICE: Not available
        STATUS: Matured
        FACTSHEET: DOWNLOAD

        COUNTERPARTY BBVA
        TYPE Note
        CURRENCY GBP
        CURRENT PRICE Not available

        UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
        SMI12,049.610014967.73
        Eurostoxx 504,929.99006231.54
        Nikkei 22539,631.060061077.9
        S&P 5005,475.09007353.73

        STRIKE DATE 01/07/2024
        RETURN & BARRIERS
        Maximum Term: 6 years Investment Structure: Classic Autocall Autocall Opportunities: Semi-Annual (First Observation at 12 months) Autocall Trigger: 100% of initial level Coupon Rate: GBP: 5.85% Semi-Annually (11.70% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
        P.A. RETURN 11.70% p.a.
        ISIN XS2760231014
        NEXT POTENTIAL MATURITY DATE 05/01/2026

        EXPAND CLOSE
        BBVA Semi-Annual Classic Autocall USD JUL 2024
        ISIN: XS2760229463
        STRIKE DATE: 01/07/2024
        INDICATIVE PRICE: Not available
        STATUS: Matured
        FACTSHEET: DOWNLOAD

        COUNTERPARTY BBVA
        TYPE Note
        CURRENCY USD
        CURRENT PRICE Not available

        UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
        SMI12,049.610014967.73
        Eurostoxx 504,929.99006231.54
        Nikkei 22539,631.060061077.9
        S&P 5005,475.09007353.73

        STRIKE DATE 01/07/2024
        RETURN & BARRIERS
        Maximum Term: 6 years Investment Structure: Classic Autocall Autocall Opportunities: Semi-Annual (First Observation at 12 months) Autocall Trigger: 100% of initial level Coupon Rate: USD: 6.80% Semi-Annually (13.60% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
        P.A. RETURN 13.60% p.a.
        ISIN XS2760229463
        NEXT POTENTIAL MATURITY DATE 05/01/2026

        EXPAND CLOSE
        SOCIÉTÉ GÉNÉRALE US Tech Early Low Hurdle Autocall USD JUL 2024
        ISIN: XS2814005844
        STRIKE DATE: 03/07/2024
        INDICATIVE PRICE: Not available
        STATUS: Matured
        FACTSHEET: CONTACT

        COUNTERPARTY Société Générale
        TYPE Note
        CURRENCY USD
        CURRENT PRICE Not available

        UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
        Amazon.com197.5900260.21
        Microsoft460.7700535.93
        Nvidia Corporation128.2800181.6
        Tesla Motors246.3900

        STRIKE DATE 03/07/2024
        RETURN & BARRIERS
        Maximum Term: 4 years Investment Structure: Defensive Autocall Autocall Opportunities: Quarterly (First Observation at 6 months) Autocall Trigger: 95% of initial level with 60% Glider at month 12 Coupon Rate: USD: 5.25% Quarterly (21.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
        P.A. RETURN 21.00% p.a.
        ISIN XS2814005844
        NEXT POTENTIAL MATURITY DATE 03/07/2025

        EXPAND CLOSE
        SOCIÉTÉ GÉNÉRALE Global Banks Low Hurdle Memory Knock-Out Autocall USD JUN 2024 – Factsheet upon request
        ISIN: XS2814006735
        STRIKE DATE: 24/06/2024
        INDICATIVE PRICE: Not available
        STATUS: Matured
        FACTSHEET: CONTACT

        COUNTERPARTY Société Générale
        TYPE Note
        CURRENCY USD
        CURRENT PRICE Not available

        UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
        UniCredit SpA35.365077.18
        Commerzbank AG14.230038.73
        BBVA9.392022.9
        Morgan Stanley97.1000182.44

        STRIKE DATE 24/06/2024
        RETURN & BARRIERS
        Maximum Term: 4 years Investment Structure: Memory Knock-Out Autocall Autocall Opportunities: Quarterly (First Observation at 6 months) Knock-Out Trigger: 95% of initial level, reduced to 70% on the Final Observation Coupon Rate: USD: 3.80% Quarterly (15.20% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
        P.A. RETURN 15.20% p.a.
        ISIN XS2814006735
        NEXT POTENTIAL MATURITY DATE 27/12/2024

        EXPAND CLOSE
        Natixis 3 Year Triple Index Fixed Income GBP JUL 2024
        ISIN: XS2736676102
        STRIKE DATE: 02/07/2024
        INDICATIVE PRICE: 98.38%
        STATUS: Live
        FACTSHEET: DOWNLOAD

        COUNTERPARTY Natixis
        TYPE Note
        CURRENCY GBP
        CURRENT PRICE 98.38% (as at 06/11/2026 09:26 UK Time)

        UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
        Eurostoxx 504,906.33006231.54
        S&P 5005,509.01007353.73
        Nikkei 22540,074.690061077.9

        STRIKE DATE 02/07/2024
        RETURN & BARRIERS
        Maximum Term: 3 years Investment Structure: Fixed Income Fixed Income Rate: GBP: 6.20% p.a. (Paid Quarterly) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
        P.A. RETURN
        ISIN XS2736676102
        NEXT POTENTIAL MATURITY DATE 09/07/2027

        EXPAND CLOSE
        Natixis 3 Year Triple Index Fixed Income USD JUL 2024
        ISIN: XS2736676284
        STRIKE DATE: 02/07/2024
        INDICATIVE PRICE: 98.73%
        STATUS: Live
        FACTSHEET: DOWNLOAD

        COUNTERPARTY Natixis
        TYPE Note
        CURRENCY USD
        CURRENT PRICE 98.73% (as at 06/11/2026 09:26 UK Time)

        UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
        Eurostoxx 504,906.33006231.54
        S&P 5005,509.01007353.73
        Nikkei 22540,074.690061077.9

        STRIKE DATE 02/07/2024
        RETURN & BARRIERS
        Maximum Term: 3 years Investment Structure: Fixed Income Fixed Income Rate: USD: 6.70% p.a. (Paid Quarterly) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
        P.A. RETURN
        ISIN XS2736676284
        NEXT POTENTIAL MATURITY DATE 09/07/2027

        EXPAND CLOSE
        Natixis 3 Year Triple Index Fixed Income EUR JUL 2024
        ISIN: XS2736676367
        STRIKE DATE: 02/07/2024
        INDICATIVE PRICE: 98.46%
        STATUS: Live
        FACTSHEET: DOWNLOAD

        COUNTERPARTY Natixis
        TYPE Note
        CURRENCY EUR
        CURRENT PRICE 98.46% (as at 06/11/2026 09:26 UK Time)

        UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
        Eurostoxx 504,906.33006231.54
        S&P 5005,509.01007353.73
        Nikkei 22540,074.690061077.9

        STRIKE DATE 02/07/2024
        RETURN & BARRIERS
        Maximum Term: 3 years Investment Structure: Fixed Income Fixed Income Rate: EUR: 5.00% p.a. (paid Quarterly) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
        P.A. RETURN
        ISIN XS2736676367
        NEXT POTENTIAL MATURITY DATE 09/07/2027

        EXPAND CLOSE
        Goldman Sachs Fixed Income Reducing Autocall May 2024 USD
        ISIN: XS2773287714
        STRIKE DATE: 24/05/2024
        INDICATIVE PRICE: Not available
        STATUS: Matured
        FACTSHEET: CONTACT

        COUNTERPARTY Goldman Sachs
        TYPE Note
        CURRENCY USD
        CURRENT PRICE Not available

        UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
        ABB Limited49.320067.5
        Bloom Energy Corporation16.2900167.52
        General Electric Co167.3300314.73
        Vestas Wind System A/S189.3500205.2

        STRIKE DATE 24/05/2024
        RETURN & BARRIERS
        Maximum Term: 4 years Investment Structure: Fixed Income Reducing Autocall Autocall Opportunities: Quarterly (First Observation at 18 months) Autocall Trigger: 100% of initial level (Reduced by 2.00% every 3 months) Fixed Income Rate: USD: 3.3875% Quarterly (13.55% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
        P.A. RETURN 13.55%
        ISIN XS2773287714
        NEXT POTENTIAL MATURITY DATE 31/08/2026

          EXPAND CLOSE
          BBVA 100% Capital Protected Autocall Jun 2024 USD
          ISIN: XS2760221726
          STRIKE DATE: 21/06/2024
          INDICATIVE PRICE: 118.40%
          STATUS: Live
          FACTSHEET: DOWNLOAD

          COUNTERPARTY BBVA
          TYPE Note
          CURRENCY USD
          CURRENT PRICE 118.40% (as at 06/11/2026 09:26 UK Time)

          UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
          SMI12,012.870014967.73
          Eurostoxx 504,907.30006231.54
          Nikkei 22538,596.470061077.9
          S&P 5005,464.62007353.73

          STRIKE DATE 21/06/2024
          RETURN & BARRIERS
          Source: BBVA 24.05.2024 Maximum Term: 6 years Investment Structure: Classic Autocall Autocall Opportunities: Semi-Annual (First Observation at 36 months) Autocall Trigger: 100% of initial level Coupon Rate: USD: 4.50% Semi-Annually (9.00% p.a.) Capital Risk: None Capital Protection: 100% Capital Protected at maturity
          P.A. RETURN
          ISIN XS2760221726
          NEXT POTENTIAL MATURITY DATE 21/06/2027

          EXPAND CLOSE